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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Journal of monetary economics"
~person:"Chiarella, Carl"
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Chiarella, Carl
Rebonato, Riccardo
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International journal of theoretical and applied finance
Journal of monetary economics
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
11
Working paper / School of Finance and Economics, UTS: Business, University of Technology of Sydney
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Asia-Pacific financial markets
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Research paper / Quantitative Finance Research Group, University of Technology Sydney
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The European journal of finance
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Advances in Pacific Basin financial markets
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Computing in Economics and Finance 2002
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European journal of operational research : EJOR
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Finance and Stochastics
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Financial engineering and the Japanese markets
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Quantitative Finance Research Centre Research Paper
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Research Paper Number: 317, Quantitative Finance Research Centre, University of Technology, Sydney
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Research Paper Series / Finance Discipline Group, Business School
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Review of derivatives research
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University of Technology Sydney Quantitative Finance Research Centre Research Paper
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Credit derivatives pricing with stochastic volatility models
Chiarella, Carl
;
Chege Maina, Samuel
;
Nikitopoulos, …
- In:
International journal of theoretical and applied finance
16
(
2013
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10009779780
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2
A Markovian defaultable term structure model with state dependent volatilities
Chiarella, Carl
;
Nikitopoulos, Christina Sklibosios
; …
- In:
International journal of theoretical and applied finance
10
(
2007
)
1
,
pp. 155-202
Persistent link: https://www.econbiz.de/10003415746
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